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~isPartOf:"Journal of empirical finance"
~language:"eng"
~person:"Faff, Robert W."
~person:"Gospodinov, Nikolaj"
~type_genre:"Article in journal"
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Faff, Robert W.
Gospodinov, Nikolaj
Baillie, Richard
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Journal of empirical finance
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ECONIS (ZBW)
7
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7
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1
The commodity risk premium and neural networks
Rad, Hossein
;
Low, Rand Kwong Yew
;
Miffre, Joëlle
; …
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477111
Saved in:
2
Long-horizon stock valuation and return forecasts based on demographic projections
Chen, Chaoyi
;
Gospodinov, Nikolaj
;
Maynard, Alex
; …
- In:
Journal of empirical finance
68
(
2022
),
pp. 190-215
Persistent link: https://www.econbiz.de/10013464486
Saved in:
3
Does sophistication of the weighting scheme enhance the performance of long-short commodity portfolios?
Rad, Hossein
;
Low, Rand Kwong Yew
;
Miffre, Joëlle
; …
- In:
Journal of empirical finance
58
(
2020
),
pp. 164-180
Persistent link: https://www.econbiz.de/10012430671
Saved in:
4
Foreign exchange predictability and the carry trade : a decomposition approach
Anatolyev, Stanislav
;
Gospodinov, Nikolaj
;
Jamali, Ibrahim
- In:
Journal of empirical finance
42
(
2017
),
pp. 199-211
Persistent link: https://www.econbiz.de/10011808567
Saved in:
5
On the properties of the constrained Hansen-Jagannathan distance
Gospodinov, Nikolaj
;
Kan, Raymond
;
Robotti, Cesare
- In:
Journal of empirical finance
36
(
2016
),
pp. 121-150
Persistent link: https://www.econbiz.de/10011662813
Saved in:
6
The effects of Federal funds rate surprises on S&P 500 volatility and volatility risk premium
Gospodinov, Nikolaj
;
Jamali, Ibrahim
- In:
Journal of empirical finance
19
(
2012
)
4
,
pp. 497-510
Persistent link: https://www.econbiz.de/10009615666
Saved in:
7
Nonparametric estimation of scalar diffusion models of interest rates using asymmetric kernels
Gospodinov, Nikolaj
;
Hirukawa, Masayuki
- In:
Journal of empirical finance
19
(
2012
)
4
,
pp. 595-609
Persistent link: https://www.econbiz.de/10009615659
Saved in:
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